+1,443.7%
FANG vs BIDU
-17.3%
+1,460.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.7% |
| 7D | +1.2% | -5.2% | +6.4% | +2.2% |
| 30D | +2.4% | -14.5% | +16.9% | +5.3% |
| 3M | +5.1% | -22.9% | +28.0% | +10.1% |
| 6M | +16.4% | -27.8% | +44.2% | +22.4% |
| YTD | +39.0% | -30.7% | +69.6% | +46.4% |
| 1Y | +50.6% | -15.8% | +66.4% | +50.1% |
| 3Y | +46.9% | -33.2% | +80.2% | +49.3% |
| 5Y | +238.2% | -44.8% | +283.0% | +231.6% |
| 10Y | +181.3% | -50.3% | +231.5% | +143.7% |
| All | +1,443.7% | -17.3% | +1,460.9% | +994.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling